+34.8%
FAST vs CLF
+14.6%
+20.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +7.0% | -4.0% | +2.4% |
| 7D | +3.8% | -14.1% | +17.9% | +5.0% |
| 30D | +8.1% | -5.5% | +13.6% | +8.1% |
| 3M | +5.8% | 0.0% | +5.8% | +5.0% |
| 6M | +24.9% | +11.3% | +13.6% | +21.4% |
| YTD | +38.9% | -7.7% | +46.6% | +38.3% |
| All | +34.8% | +14.6% | +20.2% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CLF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling